Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47364.21 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45969.23 Kr¶

PnL: ---------------------------------------> -919.34 Kr¶

DD now: ---------------------------------> -2.603 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:09:14.504964'

Anic Portfolio¶

Today¶

Return: -0.148 %¶

This Week¶

Return: -1.145 %¶

Total¶

Return: 55.058 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.590000 3428.000000 51.000000 1.510000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.330000 393.300000 38.300000 10.790000 355.000000
Intrum 4 6.300000 563.600000 36.600000 6.940000 527.000000
Corem Property Group B 59 -1.240000 609.470000 32.470000 5.630000 576.999999
AcadeMedia 12 -0.900000 580.320000 23.320000 4.190000 557.000004
Resurs Holding 22 -0.800000 597.080000 23.080000 4.020000 573.999998
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Karnov Group 9 1.160000 547.200000 11.200000 2.090000 536.000004
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.780000 533.400000 5.400000 1.020000 527.999997
Swedbank A 3 -1.970000 568.350000 4.350000 0.770000 564.000000
Securitas B 6 -0.870000 573.720000 3.720000 0.650000 570.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 -0.450000 532.800000 0.800000 0.150000 532.000000
CTEK 13 -0.020000 528.970000 -5.030000 -0.940000 533.999999
Handelsbanken A 5 -1.200000 533.250000 -12.750000 -2.340000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -1.470000 551.000000 -23.000000 -4.010000 574.000000
Nordea Bank Abp 29 -1.610000 3413.300000 -40.700000 -1.180000 3453.999992
International Petroleum Corp. 5 0.000000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -1.250000 1104.000000 -45.000000 -3.920000 1149.000000
Beijer Electronics Group 26 -6.950000 2922.400000 -48.600000 -1.640000 2971.000006
Vivesto 1368 1.590000 542.000000 -71.000000 -11.580000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
Axfood 13 -1.560000 3520.400000 -235.600000 -6.270000 3756.000001
OX2 18 0.260000 1406.700000 -257.300000 -15.460000 1663.999992
Ovzon 52 0.190000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 45956.190000 -932.380000 -2.62949% 46888.564618

Updated:¶

'2023-01-26 10:08:50.036733'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶